+139.5%
LLY vs LTH
+249.2%
-109.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +21.5% | +17.7% | +3.8% | +18.4% |
| 3M | +18.5% | +8.5% | +10.0% | +16.8% |
| 6M | +49.1% | +46.9% | +2.2% | +40.1% |
| YTD | +34.4% | +78.8% | -44.4% | +22.2% |
| 1Y | +46.3% | +84.9% | -38.6% | +32.4% |
| All | +139.5% | +249.2% | -109.7% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling